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Manuel Moreno
Information about the author Manuel Moreno will soon be added to the site.
Found
2 papers
in total
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Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter?
2013
We extend and generalize some results on bounding security prices under two stochastic...
Statistical properties and economic implications of jump‐diffusion processes with shot‐noise effects
2011
The shot‐noise jump‐diffusion (SNJD) model aims to reflect how economic...
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